Some results on quadratic credibility premium using the balanced loss function

DOI10.1108/AJMS-08-2021-0192OpenAlexW4200172351MaRDI QIDQ6136963FDOQ6136963

Authors: Farouk Metiri, Halim Zeghdoudi 

Publication date: 31 August 2023

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/ajms-08-2021-0192

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• scientific article; zbMATH DE number 6129999

zbMATH Keywords

loss functionparametric approachcredibility premiumnon-parametric approachquadratic credibility

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• A course in credibility theory and its applications
• On estimation with balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• On estimation with weighted balanced-type loss function
• A generalization of the credibility theory obtained by using the weighted balanced loss function

Cited In (2)

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